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PAAA vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAAA vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM AAA CLO ETF (PAAA) and iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAAA achieves a 2.03% return, which is significantly higher than ICSH's 1.45% return.


PAAA

1D
-0.01%
1M
0.40%
YTD
2.03%
6M
2.45%
1Y
5.26%
3Y*
5Y*
10Y*

ICSH

1D
0.00%
1M
0.34%
YTD
1.45%
6M
1.79%
1Y
4.36%
3Y*
5.20%
5Y*
3.67%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAAA vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023
PAAA
PGIM AAA CLO ETF
2.03%5.37%7.47%3.83%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.45%4.96%5.52%2.73%

Correlation

The correlation between PAAA and ICSH is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2023

0.05

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Return for Risk

PAAA vs. ICSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAAA
PAAA Risk / Return Rank: 9999
Overall Rank
PAAA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PAAA Sortino Ratio Rank: 9999
Sortino Ratio Rank
PAAA Omega Ratio Rank: 100100
Omega Ratio Rank
PAAA Calmar Ratio Rank: 9999
Calmar Ratio Rank
PAAA Martin Ratio Rank: 9999
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 100100
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAAA vs. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM AAA CLO ETF (PAAA) and iShares Ultra Short Duration Bond Active ETF (ICSH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PAAAICSHDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-6.66

Omega ratioGain probability vs. loss probability

6.72

6.79

-0.07

Calmar ratioReturn relative to maximum drawdown

30.32

44.30

-13.98

Martin ratioReturn relative to average drawdown

187.65

297.17

-109.52

PAAA vs. ICSH - Sharpe Ratio Comparison

The current PAAA Sharpe Ratio is 10.83, which is comparable to the ICSH Sharpe Ratio of 11.22. The chart below compares the historical Sharpe Ratios of PAAA and ICSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PAAAICSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

10.83

11.22

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.62

Sharpe Ratio (All Time)

Calculated using the full available price history

6.78

1.93

+4.85

Drawdowns

PAAA vs. ICSH - Drawdown Comparison

The maximum PAAA drawdown since its inception was -1.04%, smaller than the maximum ICSH drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for PAAA and ICSH.


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Drawdown Indicators


PAAAICSHDifference

Max Drawdown

Largest peak-to-trough decline

-1.04%

-3.94%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-0.17%

-0.10%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.02%

-0.08%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.01%

+0.02%

Volatility

PAAA vs. ICSH - Volatility Comparison

The current volatility for PGIM AAA CLO ETF (PAAA) is 0.11%, while iShares Ultra Short Duration Bond Active ETF (ICSH) has a volatility of 0.15%. This indicates that PAAA experiences smaller price fluctuations and is considered to be less risky than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAAAICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

0.15%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

0.30%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.49%

0.39%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

0.48%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.98%

1.06%

-0.08%

PAAA vs. ICSH - Expense Ratio Comparison

PAAA has a 0.19% expense ratio, which is higher than ICSH's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PAAA vs. ICSH - Dividend Comparison

PAAA's dividend yield for the trailing twelve months is around 4.88%, more than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
PAAA
PGIM AAA CLO ETF
4.88%5.12%5.88%2.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PAAA and ICSH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICSH has higher volatility (0.15%) compared to PAAA (0.11%). In terms of maximum drawdown, PAAA dropped -1.04% vs ICSH's -3.94%.

On 1-year performance, PAAA leads with 5.26% vs 4.36% for ICSH. On fees, ICSH is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PAAA has performed better with a 5.26% return vs 4.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.19% for PAAA.

PAAA has the higher dividend yield at 4.88%, compared with 4.34% for ICSH.

PAAA is categorized as CLO, while ICSH is Ultrashort Bond. They also come from different issuers: PGIM and iShares. Their fees differ too: 0.19% for PAAA and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.22 vs 10.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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